|
10:00 10:15
|
Opening
|
|
10:15 10:50
|
Ildar Ibragimov:
Estimation of infinite-dimensional parameter in lp spaces
|
|
10:50 11:25
|
Marc Hallin: Dynamic Functional Principal Components
|
|
11:25 12:00
|
Yury Golubev: Nonparametric Smoothing Splines
|
|
12:00 14:00
|
Lunch
|
|
14:00 14:35
|
Nakahiro Yoshida: Recent developments in asymptotic expansion for non-ergodic systems
|
|
14:35 15:10
|
Reinhard Höpfner: Reconstructing particle identies in discretely observed branching diffusions with
immigration, and an application to nonparametric estimation of diffusions coefficient
|
|
15:10 15:45
|
Nikolaos Limnios: An Empirical Processes Approach for Semi-Markov Processes Estimators and Applications
|
|
15:45 16:15
|
Coffee Break
|
|
16:15 16:50
|
Adrien Richou: Large deviations for the Ornstein-Uhlenbeck process without tears
|
|
16:50 17:25
|
Dominique Dehay: Parametric estimation problems of periodic OrnsteinUlhenbeck process from continuous and discrete observations
|
|
17:25 18:00
|
Ilia Negri: Moment convergence of Z-estimators
|
|
9:00 9:35
|
Michael Sψrensen: Efficient estimation for high frequency data
|
|
9:35 10:10
|
Mark Podolskij: Edgeworth expansion for Euler approximation of continuous diffusion processes
|
|
10:10 10:45
|
Coffee Break
|
|
10:45 11:20
|
Igor Cialenco: Trajectory Fitting Estimator for linear SPDE
|
|
11:20 11:55
|
Masayuki Uchida: Bayes type estimators and hybrid estimators for diffusion processes based on reduced data
|
|
12:00 14:00
|
Lunch
|
|
14:00 14:35
|
Mathieu Rosenbaum: Rough Volatility and Leverage Effect: From Microstructural Foundations to Smile
|
|
14:35 15:10
|
Youri Kabanov: TBA
|
|
15:10 15:45
|
Hiroki Masuda: On regularized estimation of ergodic diffusion process
|
|
15:45 16:15
|
Coffee Break
|
|
16:15 16:50
|
Delphine Blanke: Global smoothness estimation of a Gaussian process
|
|
16:50 17:25
|
Eva Löcherbach: Estimating the interaction graph of stochastic neural dynamics
|
|
19:00
|
Conference Dinner
|
|
9:00 9:35
|
Denis Bosq: Detecting jumps in the context of p derivatives and for Poisson processes
|
|
9:35 10:10
|
Uwe Küchler: Stochastic Delay Differential Equations. Some historical remarks
|
|
10:10 10:45
|
Coffee Break
|
|
10:45 11:20
|
Stefano Iacus: Some results on Lasso-model selection for dynamical systems with small noise and discretely observed ergodic diffusion processes
|
|
11:20 11:55
|
Tahar Mourid: LAN Condition For Functional Autoregressive Processes
|
|
12:00 14:00
|
Lunch
|
|
14:00 14:35
|
Marat Burnashev: On Detection of Gaussian Stochastic Signals in White Gaussian Noise
|
|
14:35 15:10
|
Valentin Solev: On a problem of adaptive estimation in stationary noise
|
|
15:10 15:40
|
Coffee Break
|
|
15:40 16:15
|
Alexander Gushchin: The joint law of the terminal values of a nonnegative submartingale and its compensator
|
|
16:15 16:50
|
Vladimir Zaiats: Asymptotically efficient estimation in partially observed systems revisited
|
|
16:50 17:00
|
Closing
|
